Anic Equity¶

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Total return since start: 0.551 %¶

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Equity now: -----------------------------> 47381.67 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45986.7 Kr¶

PnL: ---------------------------------------> -901.87 Kr¶

DD now: ---------------------------------> -2.567 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 13:27:07.533503'

Anic Portfolio¶

Today¶

Return: -1.188 %¶

This Week¶

Return: -1.109 %¶

Total¶

Return: 55.115 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.630000 2772.000000 136.000000 5.160000 2636.000010
FM Mattsson Mora Group B 50 -2.900000 3010.000000 83.000000 2.840000 2927.000000
Beijer Electronics Group 26 -2.180000 3026.400000 55.400000 1.860000 2971.000006
SAAB B 8 0.090000 3410.400000 33.400000 0.990000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 -0.790000 387.800000 32.800000 9.240000 355.000000
Corem Property Group B 59 -2.090000 609.470000 32.470000 5.630000 576.999999
AcadeMedia 12 -2.960000 589.200000 32.200000 5.780000 557.000004
MedCap 2 -1.320000 450.000000 29.000000 6.890000 421.000000
Resurs Holding 22 -1.700000 599.060000 25.060000 4.370000 573.999998
Boozt 12 -1.410000 1672.800000 18.800000 1.140000 1653.999996
Eastnine 4 0.000000 506.400000 15.400000 3.140000 491.000000
HMS Networks 2 -3.210000 688.000000 15.000000 2.230000 673.000000
Securitas B 6 -0.610000 585.000000 15.000000 2.630000 570.000000
Swedbank A 3 -0.720000 576.900000 12.900000 2.290000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
Coor Service Management Hold. 8 -0.960000 536.800000 4.800000 0.900000 532.000000
OEM International B 7 -1.300000 532.000000 4.000000 0.760000 527.999997
Karnov Group 9 -0.660000 539.100000 3.100000 0.580000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -0.860000 248.160000 2.160000 0.880000 246.000000
Norva24 Group 16 -3.790000 544.960000 1.960000 0.360000 543.000000
Intrum 4 -3.700000 525.200000 -1.800000 -0.340000 527.000000
Creaspac SPAC 6 -0.100000 574.800000 -2.200000 -0.380000 577.000002
Handelsbanken A 5 -1.460000 539.750000 -6.250000 -1.140000 546.000000
Nordea Bank Abp 29 -0.220000 3446.940000 -7.060000 -0.200000 3453.999992
Essity B 2 -0.430000 558.200000 -15.800000 -2.750000 574.000000
Midsona B 63 -2.310000 560.700000 -22.300000 -3.830000 582.999984
CTEK 13 -2.240000 505.830000 -28.170000 -5.280000 533.999999
Essity A 4 -1.060000 1118.000000 -31.000000 -2.700000 1149.000000
International Petroleum Corp. 5 -1.790000 548.000000 -46.570000 -7.830000 594.565215
Vivesto 1368 0.800000 551.580000 -61.420000 -10.020000 612.999432
Sampo Oyj SDB 7 -1.380000 3755.500000 -94.500000 -2.450000 3850.000000
Fasadgruppen Group 35 2.150000 3654.000000 -157.000000 -4.120000 3810.999990
Axfood 13 0.110000 3586.700000 -169.300000 -4.510000 3756.000001
OX2 18 -2.610000 1410.300000 -253.700000 -15.250000 1663.999992
Ovzon 52 -2.540000 2792.400000 -569.600000 -16.940000 3361.999992
TOTAL 45986.700000 -901.870000 -2.56678% 46888.564618

Updated:¶

'2023-01-25 13:27:20.328591'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶